On extended admissible procedures and their nonstandard Bayes risk

DOI10.1214/20-AOS2026zbMath1486.62014arXiv1612.09305OpenAlexW3203906057MaRDI QIDQ2054475

Daniel M. Roy, Haosui Duanmu

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.09305

zbMATH Keywords

decision theorynonstandard analysiscomplete class theorems

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Nonstandard measure theory (28E05) Complete class results in statistical decision theory (62C07)

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